Probability theory and statistics have some commonly used conventions, in addition to standard mathematical notation and mathematical symbols.
Probability theory
edit- Random variables are usually written in upper case Roman letters, such as ? or ? and so on. Random variables, in this context, usually refer to something in words, such as "the height of a subject" for a continuous variable, or "the number of cars in the school car park" for a discrete variable, or "the colour of the next bicycle" for a categorical variable. They do not represent a single number or a single category. For instance, if ? is written, then it represents the probability that a particular realisation of a random variable (e.g., height, number of cars, or bicycle colour), X, would be equal to a particular value or category (e.g., 1.735 m, 52, or purple), ?. It is important that ? and ? are not confused into meaning the same thing. ? is an idea, ? is a value. Clearly they are related, but they do not have identical meanings.
- Particular realisations of a random variable are written in corresponding lower case letters. For example, ? could be a sample corresponding to the random variable ?. A cumulative probability is formally written ? to distinguish the random variable from its realization.[1]
- The probability is sometimes written ? to distinguish it from other functions and measure P to avoid having to define "P is a probability" and ? is short for ?, where ? is the event space, ? is a random variable that is a function of ? (i.e., it depends upon ?), and ? is some outcome of interest within the domain specified by ? (say, a particular height, or a particular colour of a car). ? notation is used alternatively.
- ? or ? indicates the probability that events A and B both occur. The joint probability distribution of random variables X and Y is denoted as ?, while joint probability mass function or probability density function as ? and joint cumulative distribution function as ?.
- ? or ? indicates the probability of either event A or event B occurring ("or" in this case means one or the other or both).
- σ-algebras are usually written with uppercase calligraphic (e.g. ? for the set of sets on which we define the probability P)
- Probability density functions (pdfs) and probability mass functions are denoted by lowercase letters, e.g. ?, or ?.
- Cumulative distribution functions (cdfs) are denoted by uppercase letters, e.g. ?, or ?.
- Survival functions or complementary cumulative distribution functions are often denoted by placing an overbar over the symbol for the cumulative:?, or denoted as ?,
- In particular, the pdf of the standard normal distribution is denoted by ?, and its cdf by ?.
- Some common operators:
- ?: expected value of X
- ?: variance of X
- ?: covariance of X and Y
- X is independent of Y is often written ? or ?, and X is independent of Y given W is often written
- ? or
- ?
- ?, the conditional probability, is the probability of ? given ? [2]
Statistics
edit- Greek letters (e.g. θ, β) are commonly used to denote unknown parameters (population parameters).[3]
- A tilde (~) denotes "has the probability distribution of".
- Placing a hat, or caret (also known as a circumflex), over a true parameter denotes an estimator of it, e.g., ? is an estimator for ?.
- The arithmetic mean of a series of values ? is often denoted by placing an "overbar" over the symbol, e.g. ?, pronounced "? bar".
- Some commonly used symbols for sample statistics are given below:
- the sample mean ?,
- the sample variance ?,
- the sample standard deviation ?,
- the sample correlation coefficient ?,
- the sample cumulants ?.
- Some commonly used symbols for population parameters are given below:
- the population mean ?,
- the population variance ?,
- the population standard deviation ?,
- the population correlation ?,
- the population cumulants ?,
- ? is used for the ? order statistic, where ? is the sample minimum and ? is the sample maximum from a total sample size ?.[4]
Critical values
editThe α-level upper critical value of a probability distribution is the value exceeded with probability ?, that is, the value ? such that ?, where ? is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:
- ? or ? for the standard normal distribution
- ? or ? for the t-distribution with ? degrees of freedom
- ? or ? for the chi-squared distribution with ? degrees of freedom
- ? or ? for the F-distribution with ? and ? degrees of freedom
Linear algebra
edit- Matrices are usually denoted by boldface capital letters, e.g. ?.
- Column vectors are usually denoted by boldface lowercase letters, e.g. ?.
- The transpose operator is denoted by either a superscript T (e.g. ?) or a prime symbol (e.g. ?).
- A row vector is written as the transpose of a column vector, e.g. ? or ?.
Abbreviations
editCommon abbreviations include:
- a.e. almost everywhere
- a.s. almost surely
- cdf cumulative distribution function
- cmf cumulative mass function
- df degrees of freedom (also ?)
- i.i.d. independent and identically distributed
- pdf probability density function
- pmf probability mass function
- r.v. random variable
- w.p. with probability; wp1 with probability 1
- i.o. infinitely often, i.e. ?
- ult. ultimately, i.e. ?
See also
editReferences
edit- ^ "Calculating Probabilities from Cumulative Distribution Function". 2025-08-14. Retrieved 2025-08-14.
- ^ "Probability and stochastic processes", Applied Stochastic Processes, Chapman and Hall/CRC, pp.?9–36, 2025-08-14, doi:10.1201/b15257-3, ISBN?978-0-429-16812-3, retrieved 2025-08-14
- ^ "Letters of the Greek Alphabet and Some of Their Statistical Uses". les.appstate.edu/. 2025-08-14. Retrieved 2025-08-14.
- ^ "Order Statistics" (PDF). colorado.edu. Retrieved 2025-08-14.
- Halperin, Max; Hartley, H. O.; Hoel, P. G. (1965), "Recommended Standards for Statistical Symbols and Notation. COPSS Committee on Symbols and Notation", The American Statistician, 19 (3): 12–14, doi:10.2307/2681417, JSTOR?2681417
External links
edit- Earliest Uses of Symbols in Probability and Statistics, maintained by Jeff Miller.